New types of shrinkage estimators of Poisson means under the normalized squared error loss

DOI10.1080/03610926.2018.1423699MaRDI QIDQ5078401zbMATH OpenOpenAlexFDO

Authors Yuan-Tsung Chang, Nobuo Shinozaki

Publication date 23 May 2022

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2018.1423699

zbMATH Keywords

isotonic regression estimatororder restrictionorder statisticsPoisson mean vector

Mathematics Subject Classification ID

Statistical decision theory (62C99) Point estimation (62F10) Parametric inference under constraints (62F30) Estimation in multivariate analysis (62H12)

Cites work

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Cited in

(3)

• Simultaneous estimation of Poisson means in two-way contingency tables under normalized squared error loss
• Bayesian shrinkage approaches to unbalanced problems of estimation and prediction on the basis of negative multinomial samples
• Bayesian shrinkage estimation for stratified count data

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